-69.4%
VFC vs COMP
-56.6%
-12.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.2% | +5.3% | -1.1% |
| 7D | +10.9% | -1.8% | +12.7% | +11.3% |
| 30D | +40.6% | -0.8% | +41.4% | +40.4% |
| 3M | +34.4% | -28.1% | +62.6% | +43.8% |
| 6M | +12.3% | +27.0% | -14.7% | +4.4% |
| YTD | +14.4% | -12.8% | +27.1% | +14.3% |
| 1Y | +40.6% | +4.9% | +35.7% | +34.9% |
| 3Y | +40.1% | +321.0% | -280.9% | -3.4% |
| 5Y | -67.6% | -25.6% | -42.0% | -75.5% |
| All | -69.4% | -56.6% | -12.8% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling